Anic Equity¶
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Total return since start: 0.563 %¶
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Equity now: -----------------------------> 47741.73 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 46346.81 Kr¶
PnL: ---------------------------------------> -541.76 Kr¶
DD now: ---------------------------------> -1.826 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-20 10:17:07.498736'
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| Beijer Electronics Group | 26 | 4.550000 | 3224.000000 | 253.000000 | 8.520000 | 2971.000006 |
| SAAB B | 8 | 0.890000 | 3456.800000 | 79.800000 | 2.360000 | 3377.000000 |
| FM Mattsson Mora Group B | 50 | -0.990000 | 3000.000000 | 73.000000 | 2.490000 | 2927.000000 |
| HEBA B | 70 | -1.020000 | 2705.500000 | 69.500000 | 2.640000 | 2636.000010 |
| Corem Property Group B | 59 | 2.990000 | 629.530000 | 52.530000 | 9.100000 | 576.999999 |
| Norva24 Group | 16 | -0.390000 | 573.760000 | 30.760000 | 5.660000 | 543.000000 |
| Samhällsbyggnadsbo. i Norden B | 20 | 1.450000 | 383.700000 | 28.700000 | 8.080000 | 355.000000 |
| Resurs Holding | 22 | 3.440000 | 596.200000 | 22.200000 | 3.870000 | 573.999998 |
| AcadeMedia | 12 | -0.210000 | 578.160000 | 21.160000 | 3.800000 | 557.000004 |
| MedCap | 2 | 0.000000 | 440.000000 | 19.000000 | 4.510000 | 421.000000 |
| OEM International B | 7 | 1.830000 | 546.000000 | 18.000000 | 3.410000 | 527.999997 |
| Eastnine | 4 | -0.160000 | 508.800000 | 17.800000 | 3.630000 | 491.000000 |
| HMS Networks | 2 | 0.410000 | 689.200000 | 16.200000 | 2.410000 | 673.000000 |
| Intrum | 4 | 0.340000 | 538.000000 | 11.000000 | 2.090000 | 527.000000 |
| Sampo Oyj SDB | 7 | 1.850000 | 3857.000000 | 7.000000 | 0.180000 | 3850.000000 |
| Boozt | 12 | 2.220000 | 1660.800000 | 6.800000 | 0.410000 | 1653.999996 |
| Coor Service Management Hold. | 8 | 1.360000 | 537.200000 | 5.200000 | 0.980000 | 532.000000 |
| Swedbank A | 3 | 1.040000 | 568.800000 | 4.800000 | 0.850000 | 564.000000 |
| Essity A | 4 | 0.170000 | 1152.000000 | 3.000000 | 0.260000 | 1149.000000 |
| Fastighetsbolag. Emilshus Pref | 21 | 0.000000 | 564.900000 | 2.900000 | 0.520000 | 562.000005 |
| Essity B | 2 | 0.980000 | 576.800000 | 2.800000 | 0.490000 | 574.000000 |
| Creaspac SPAC | 6 | 0.210000 | 576.600000 | -0.400000 | -0.070000 | 577.000002 |
| Samhällsbyggnadsbo. i Norden D | 12 | 0.790000 | 244.080000 | -1.920000 | -0.780000 | 246.000000 |
| Handelsbanken A | 5 | 0.650000 | 543.750000 | -2.250000 | -0.410000 | 546.000000 |
| Nordea Bank Abp | 29 | 0.880000 | 3451.000000 | -3.000000 | -0.090000 | 3453.999992 |
| Securitas B | 6 | 0.130000 | 564.480000 | -5.520000 | -0.970000 | 570.000000 |
| CTEK | 13 | 2.010000 | 527.800000 | -6.200000 | -1.160000 | 533.999999 |
| Karnov Group | 9 | 0.170000 | 518.400000 | -17.600000 | -3.280000 | 536.000004 |
| Midsona B | 63 | 2.180000 | 560.070000 | -22.930000 | -3.930000 | 582.999984 |
| Vivesto | 1368 | 0.100000 | 559.240000 | -53.760000 | -8.770000 | 612.999432 |
| International Petroleum Corp. | 5 | 0.190000 | 539.500000 | -55.070000 | -9.260000 | 594.565215 |
| Axfood | 13 | 0.290000 | 3651.700000 | -104.300000 | -2.780000 | 3756.000001 |
| OX2 | 18 | 1.740000 | 1451.340000 | -212.660000 | -12.780000 | 1663.999992 |
| Fasadgruppen Group | 35 | 1.230000 | 3454.500000 | -356.500000 | -9.350000 | 3810.999990 |
| Ovzon | 52 | 0.900000 | 2917.200000 | -444.800000 | -13.230000 | 3361.999992 |
| TOTAL | 46346.810000 | -541.760000 | -1.82637% | 46888.564618 |
Updated:¶
'2023-01-20 10:17:20.075340'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning: Output cache limit (currently 1000 entries) hit. Flushing oldest 200 entries.
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
